+2,698.1%
TSLA vs ILMN
+28.5%
+2,669.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +5.3% |
| 7D | +3.4% | +1.9% | +1.5% | +2.6% |
| 30D | +12.0% | +12.3% | -0.2% | +6.7% |
| 3M | -10.0% | +33.5% | -43.5% | -20.8% |
| 6M | -7.2% | +69.4% | -76.6% | -26.5% |
| YTD | -18.1% | +60.9% | -79.1% | -34.7% |
| 1Y | +6.3% | +115.0% | -108.7% | -26.7% |
| 3Y | +48.2% | +37.0% | +11.1% | +17.9% |
| 5Y | +46.5% | -53.1% | +99.6% | +80.8% |
| 10Y | +2,698.1% | +27.6% | +2,670.6% | +2,364.7% |
| All | +2,698.1% | +28.5% | +2,669.7% | +2,364.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling